Amount of Credit

NFSR

LCR

Capital Requirement

Leverage

PD

Size

VAR

Log_Operational Risk

Amount of credit

Pearson

1

Sig.

NSFR

Pearson

−0.006

1

Sig.

0.915

LCR

Pearson

0

−0.041

1

Sig.

0.994

0.448

Capital Requirement

Pearson

−0.789

0.04

−0.008

1

Sig.

0

0.455

0.887

Leverage

Pearson

0.007

0.095

−0.03

−0.016

1

Sig.

0.897

0.08

0.582

0.767

PD

Pearson

−0.827

0.023

0.013

0.73

−0.001

1

Sig.

0

0.667

0.804

0

0.984

Size

Pearson

0.055

0.028

−0.018

−0.074

0.068

−0.067

1

Sig.

0.311

0.608

0.747

0.173

0.209

0.215

Var

Pearson

−0.021

0.1

−0.143

0.047

−0.036

−0.3

0.044

1

Sig.

0.692

0.064

0.008

0.384

0.509

0.58

0.421

Log_OperationalRisk

Pearson

−0.011

−0.052

−0.096

0.034

0.004

0.009

0.057

0.04

1

Sig.

0.842

0.34

0.076

0.535

0.94

0.864

0.289

0.457